#pragma once
#pragma warning(disable:4996)       // disable checked iterator errors http://msdn.microsoft.com/en-us/library/aa985965(VS.80).aspx 

//
// Copyright (C) 2011 - 2013 Steve Channell steve.channell@cepheis.com
//
// This file is part of Cephei.QL, an open-source library wrapper 
// arround QuantLib http://quantlib.org/
//
// Cephei.QL is open source software: you can redistribute it and/or modify it
// under the terms of the license.  You should have received a
// copy of the license along with this program; if not, please email
// <support@cepheis.com>. The license is also available online at
// <http://cepheis.com/license.htm>.
//
// This program is distributed in the hope that it will be useful, but WITHOUT
// ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
// FOR A PARTICULAR PURPOSE.  See the license for more details.
//
// Version 2.2 with QuantLib 1.2.1

#include <Macros.h>
#include <ValueHelpers.h>
#include <Settings.h>

#include <gen/QL/Termstructures/Volatility/Optionlet/StrippedOptionletBase.h>
#pragma unmanaged 
#include <ql\termstructures\volatility\optionlet\strippedoptionlet.hpp>
#include <boost/smart_ptr/detail/spinlock.hpp>
#pragma managed 

using namespace System;
using namespace QuantLib;
using namespace Cephei;
using namespace Cephei::Core;
using namespace PLATFORM::Collections;

using namespace Cephei::QL::Times;
using namespace Cephei::QL::Indexes;
using namespace Cephei::QL;
#define HANDLE
#undef ABSTRACT
#undef STRUCT
namespace Cephei { namespace QL { namespace Termstructures { namespace Volatility { namespace Optionlet {
	//////////////////////////////////////////////////////////////////////////////////////////////
	// implementation of IStrippedOptionlet
	public ref class CStrippedOptionlet  : 
            public CStrippedOptionletBase,
            public Cephei::QL::Termstructures::Volatility::Optionlet::IStrippedOptionlet
	{
	protected: 
		boost::shared_ptr<QuantLib::StrippedOptionlet>* _ppStrippedOptionlet;
#ifdef HANDLE
		QuantLib::Handle<QuantLib::StrippedOptionlet>* _phStrippedOptionlet;
#endif
		Object^ _StrippedOptionletOwner;     // reference to object that manages the storage for this object
	internal:
		CStrippedOptionlet (UInt32 settlementDays, Cephei::QL::Times::ICalendar^ calendar, QL::Times::BusinessDayConventionEnum bdc, Cephei::QL::Indexes::IIborIndex^ iborIndex, Cephei::Core::IVector<DateTime>^ optionletDates, Cephei::Core::IVector<Double>^ strikes, Cephei::Core::IMatrix<Cephei::QL::IQuote^>^ prm1, Cephei::QL::Times::IDayCounter^ dc);
        CStrippedOptionlet (boost::shared_ptr<QuantLib::StrippedOptionlet>& childNative, Object^ owner);
        CStrippedOptionlet (QuantLib::StrippedOptionlet& childNative, Object^ owner);
        CStrippedOptionlet (CStrippedOptionlet^ copy);
        CStrippedOptionlet (PLATFORM::Type^ t);
#ifdef STRUCT
        CStrippedOptionlet (QuantLib::StrippedOptionlet childNative);
#endif       
#ifdef HANDLE
		CStrippedOptionlet (QuantLib::Handle<QuantLib::StrippedOptionlet>& childNative, Object^ owner);
		CStrippedOptionlet (QuantLib::Handle<QuantLib::StrippedOptionlet> childNative);
#endif
		virtual ~CStrippedOptionlet ();
		!CStrippedOptionlet ();

	internal:
		QuantLib::StrippedOptionlet& GetReference ();
		boost::shared_ptr<QuantLib::StrippedOptionlet>& GetShared ();
		QuantLib::StrippedOptionlet* GetPointer ();
        void SetStrippedOptionlet (boost::shared_ptr<QuantLib::StrippedOptionlet> native)
        {
            if (_ppStrippedOptionlet != NULL)
                delete _ppStrippedOptionlet;
            _ppStrippedOptionlet = new boost::shared_ptr<QuantLib::StrippedOptionlet> (native);
            SetStrippedOptionletBase (boost::dynamic_pointer_cast<QuantLib::StrippedOptionletBase> (*_ppStrippedOptionlet));
        }
#ifdef HANDLE
		QuantLib::Handle<QuantLib::StrippedOptionlet>& GetHandle ();
#endif
		virtual bool HasNative () override;
    public:
        property Cephei::Core::IVector<Double>^ AtmOptionletRates 
        {
		    virtual Cephei::Core::IVector<Double>^ get () ;
        }
        property QL::Times::BusinessDayConventionEnum BusinessDayConvention 
        {
		    virtual QL::Times::BusinessDayConventionEnum get () ;
        }
        property Cephei::QL::Times::ICalendar^ Calendar 
        {
		    virtual Cephei::QL::Times::ICalendar^ get () ;
        }
        property Cephei::QL::Times::IDayCounter^ DayCounter 
        {
		    virtual Cephei::QL::Times::IDayCounter^ get () ;
        }
        property Cephei::Core::IVector<DateTime>^ OptionletFixingDates 
        {
		    virtual Cephei::Core::IVector<DateTime>^ get () ;
        }
        property Cephei::Core::IVector<Double>^ OptionletFixingTimes 
        {
		    virtual Cephei::Core::IVector<Double>^ get () ;
        }
        property UInt64 OptionletMaturities 
        {
		    virtual UInt64 get () ;
        }
		virtual Cephei::Core::IVector<Double>^ OptionletStrikes (UInt64 i) ;
		virtual Cephei::Core::IVector<Double>^ OptionletVolatilities (UInt64 i) ;
        property UInt32 SettlementDays 
        {
		    virtual UInt32 get () ;
        }
    };
	//////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
	// Factory class
//z	[FactoryFor(Core::Generic::ICoCell<Cephei::QL::Termstructures::Volatility::Optionlet::IStrippedOptionlet^>::typeid)]
	[FactoryFor(Cephei::QL::Termstructures::Volatility::Optionlet::IStrippedOptionlet::typeid)]
	[FactoryFor(Cephei::QL::Termstructures::Volatility::Optionlet::IStrippedOptionlet_Factory::typeid)]
	public ref class CStrippedOptionlet_Factory sealed : public IStrippedOptionlet_Factory
	{
	public:
        virtual IStrippedOptionlet^ Create (UInt32 settlementDays, Cephei::QL::Times::ICalendar^ calendar, QL::Times::BusinessDayConventionEnum bdc, Cephei::QL::Indexes::IIborIndex^ iborIndex, Cephei::Core::IVector<DateTime>^ optionletDates, Cephei::Core::IVector<Double>^ strikes, Cephei::Core::IMatrix<Cephei::QL::IQuote^>^ prm1, Cephei::QL::Times::IDayCounter^ dc);
    };
   
/*Cephei*/ } /*QL*/ } /*Termstructures*/ } /*Volatility*/ } /*Optionlet */}
